Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2611367.3516 | 2473412.255 | 137955.0966 | 118730513.9039 | 115183497.9879 | 3547015.916 |
Total P&L (%) | 2611.3674 | 2473.4123 | 137.9551 | 118730.5139 | 115183.498 | 3547.0159 |
Avg Daily Profit (%) | 1.2779 | 1.2104 | 0.0675 | 0.3471 | 0.3456 | 0.1762 |
Buy And Hold Return (%) | 2457.2212 | 2457.2212 | 2457.2212 | 2457.2212 | 2457.2212 | 2457.2212 |
Max Trade Drawdown | -183956 | -96942 | -219306 | -28244116 | -24466767 | -24618418 |
Profit Factor | 3.4216 | 5.4423 | 1.2645 | 1.8804 | 2.7422 | 1.0516 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Losing Trades | 181 | 96 | 85 | 181 | 96 | 85 |
Profitability (%) | 35.3571 | 31.4286 | 39.2857 | 35.3571 | 31.4286 | 39.2857 |
Ratio Avg Win / Avg Loss | 6.2557 | 11.8741 | 1.9542 | 3.4378 | 5.983 | 1.6252 |
Largest Winning Trade | 1528755 | 1528755 | 64130 | 48197101 | 48197101 | 13153426 |
Largest Losing Trade | -33828 | -20404 | -33828 | -7837694 | -5503666 | -7837694 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3983 | 1849 | 2134 | 3983 | 1849 | 2134 |
Profit Streak | 0 | 0 | 312.798 | 0 | 0 | 312.798 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130088 | -149214 | -271078 | 320835 | 265932 | -186114 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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